CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 0.9285 0.9295 0.0010 0.1% 0.9303
High 0.9318 0.9339 0.0021 0.2% 0.9327
Low 0.9258 0.9293 0.0035 0.4% 0.9221
Close 0.9294 0.9328 0.0034 0.4% 0.9302
Range 0.0060 0.0046 -0.0014 -23.3% 0.0106
ATR 0.0050 0.0049 0.0000 -0.5% 0.0000
Volume 78,967 71,318 -7,649 -9.7% 374,619
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9458 0.9439 0.9353
R3 0.9412 0.9393 0.9341
R2 0.9366 0.9366 0.9336
R1 0.9347 0.9347 0.9332 0.9357
PP 0.9320 0.9320 0.9320 0.9325
S1 0.9301 0.9301 0.9324 0.9311
S2 0.9274 0.9274 0.9320
S3 0.9228 0.9255 0.9315
S4 0.9182 0.9209 0.9303
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9601 0.9558 0.9360
R3 0.9495 0.9452 0.9331
R2 0.9389 0.9389 0.9321
R1 0.9346 0.9346 0.9312 0.9315
PP 0.9283 0.9283 0.9283 0.9268
S1 0.9240 0.9240 0.9292 0.9209
S2 0.9177 0.9177 0.9283
S3 0.9071 0.9134 0.9273
S4 0.8965 0.9028 0.9244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9339 0.9221 0.0118 1.3% 0.0050 0.5% 91% True False 69,699
10 0.9339 0.9221 0.0118 1.3% 0.0044 0.5% 91% True False 68,791
20 0.9350 0.9216 0.0134 1.4% 0.0049 0.5% 84% False False 75,164
40 0.9448 0.9216 0.0232 2.5% 0.0052 0.6% 48% False False 73,285
60 0.9454 0.9188 0.0266 2.9% 0.0054 0.6% 53% False False 65,633
80 0.9454 0.9136 0.0318 3.4% 0.0054 0.6% 60% False False 49,435
100 0.9454 0.9120 0.0334 3.6% 0.0054 0.6% 62% False False 39,581
120 0.9454 0.8857 0.0597 6.4% 0.0052 0.6% 79% False False 32,993
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9535
2.618 0.9459
1.618 0.9413
1.000 0.9385
0.618 0.9367
HIGH 0.9339
0.618 0.9321
0.500 0.9316
0.382 0.9311
LOW 0.9293
0.618 0.9265
1.000 0.9247
1.618 0.9219
2.618 0.9173
4.250 0.9098
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 0.9324 0.9318
PP 0.9320 0.9308
S1 0.9316 0.9299

These figures are updated between 7pm and 10pm EST after a trading day.

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